Now is the time for Trump to form a new party for his supporters of all parties to flock to. The Uni-Party vs. The Trump Party.
90~% of Republicans approve of Trump. It is already his party. Trying to break off would likely be disasterous and end up with him being impeached and removed within weeks.
I wouldn't support that right now for several reasons that I can think of. Trump is pulling the party more to the right (conservative), albeit kicking and screaming. If he were in a different Party, there would be a forced divide of support. I am not sure the split would help conservative influence. It would weaken and split votes against Democrats for sure. Having Trump with the GOP, whether they like it or not, gives him leverage he would lose if he changed parties. Power would swing to NeverTrumpers.